NYMEX Natural Gas Future August 2011


Trading Metrics calculated at close of trading on 23-Feb-2011
Day Change Summary
Previous Current
22-Feb-2011 23-Feb-2011 Change Change % Previous Week
Open 4.159 4.089 -0.070 -1.7% 4.206
High 4.229 4.184 -0.045 -1.1% 4.260
Low 4.090 4.084 -0.006 -0.1% 4.090
Close 4.128 4.158 0.030 0.7% 4.125
Range 0.139 0.100 -0.039 -28.1% 0.170
ATR 0.107 0.107 -0.001 -0.5% 0.000
Volume 3,802 3,266 -536 -14.1% 33,386
Daily Pivots for day following 23-Feb-2011
Classic Woodie Camarilla DeMark
R4 4.442 4.400 4.213
R3 4.342 4.300 4.186
R2 4.242 4.242 4.176
R1 4.200 4.200 4.167 4.221
PP 4.142 4.142 4.142 4.153
S1 4.100 4.100 4.149 4.121
S2 4.042 4.042 4.140
S3 3.942 4.000 4.131
S4 3.842 3.900 4.103
Weekly Pivots for week ending 18-Feb-2011
Classic Woodie Camarilla DeMark
R4 4.668 4.567 4.219
R3 4.498 4.397 4.172
R2 4.328 4.328 4.156
R1 4.227 4.227 4.141 4.193
PP 4.158 4.158 4.158 4.141
S1 4.057 4.057 4.109 4.023
S2 3.988 3.988 4.094
S3 3.818 3.887 4.078
S4 3.648 3.717 4.032
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.249 4.084 0.165 4.0% 0.095 2.3% 45% False True 4,913
10 4.400 4.084 0.316 7.6% 0.094 2.3% 23% False True 6,088
20 4.667 4.084 0.583 14.0% 0.099 2.4% 13% False True 5,334
40 4.896 4.084 0.812 19.5% 0.107 2.6% 9% False True 4,323
60 4.896 4.084 0.812 19.5% 0.110 2.6% 9% False True 3,567
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR True
Bear Hook True
Bull Hook False
Stretch 0.024
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 4.609
2.618 4.446
1.618 4.346
1.000 4.284
0.618 4.246
HIGH 4.184
0.618 4.146
0.500 4.134
0.382 4.122
LOW 4.084
0.618 4.022
1.000 3.984
1.618 3.922
2.618 3.822
4.250 3.659
Fisher Pivots for day following 23-Feb-2011
Pivot 1 day 3 day
R1 4.150 4.158
PP 4.142 4.157
S1 4.134 4.157

These figures are updated between 7pm and 10pm EST after a trading day.

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